Adaptive placement method on pricing arithmetic average options
From MaRDI portal
Publication:1025615
DOI10.1007/s11147-008-9025-yzbMath1163.91390MaRDI QIDQ1025615
Hui-Shan Wei, Tian-Shyr Dai, Jr-Yan Wang
Publication date: 19 June 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-008-9025-y
91G20: Derivative securities (option pricing, hedging, etc.)
91B82: Statistical methods; economic indices and measures
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- Option pricing: A simplified approach